-84.9%
TTD vs OWL
+22.7%
-107.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.0% | +4.6% | +2.7% |
| 7D | -7.4% | -11.9% | +4.5% | -1.3% |
| 30D | +3.0% | -13.7% | +16.7% | +11.0% |
| 3M | -27.6% | +12.3% | -39.8% | -32.9% |
| 6M | -49.5% | +15.0% | -64.5% | -54.3% |
| YTD | -63.2% | -25.7% | -37.5% | -58.0% |
| 1Y | -69.7% | -39.5% | -30.2% | -62.1% |
| 3Y | -83.3% | +0.9% | -84.3% | -85.7% |
| 5Y | -80.8% | -16.5% | -64.3% | -83.4% |
| All | -84.9% | +22.7% | -107.5% | -87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded OWL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling